+510.3%
IQV vs LNT
+295.6%
+214.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | +6.2% | -0.5% | +6.7% | +6.3% |
| 3M | +38.0% | -5.5% | +43.5% | +41.1% |
| 6M | +43.9% | -3.8% | +47.7% | +45.3% |
| YTD | +14.0% | +6.8% | +7.2% | +9.3% |
| 1Y | +35.5% | +9.3% | +26.2% | +28.4% |
| 3Y | +20.3% | +47.9% | -27.6% | -2.0% |
| 5Y | -1.6% | +31.6% | -33.2% | -16.2% |
| 10Y | +233.4% | +150.1% | +83.3% | +131.0% |
| All | +510.3% | +295.6% | +214.6% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling